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0% found this document useful (0 votes)
36 views18 pagesModule 03
Uploaded by
Amit kumarCopyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
/ 18
wer a eee
a ed
Module $-a3
WF Teint istnibuttion function. 4,
SThe Joint dlisthibBon function f dso mens
foal handon vyaniable CH y) i a reo
valued. \fangfan F deggned. os all ;nedly a
= aad cy by he nelafron, me els
: Pry (iy) # P (ese Veg)
cot Li) eels, 5
Sent coe
Te got pa Por , affrcto porPally to-nik
rang ge: Meg
Veh a (pak sn )9
Easily)
TJornf Por
small
Nelid pops
—- Seip 4% * Cee Lees
Wmrilarly vald por
W Fle) do 2
0) figiy (9) 26
tH exte, at ee ef) ber, bots) dtdy ct let
Plxes3, ones
ee £0 Shin ach Sa bya dystyZicl
eg (o » ety
xo Yd a f iS ok ade
493 A ipass 2 Deo « chad! ess thrown”
let x clenote HRe number fhe Prat we
onde the Smaller. Sf the fee numbers
Hee S= Pa,4) (4,2) (43) nts) (4,6)
(2,4) (2.2) —(2-a)C2/4) — (ays) (46)
DS (2,8) (4,3) (a, ay ans) (3, y
hat (4d. (Hg) ly) 5) e)
(54) (32) (8,9 (50 (5)5). (416)
Cert) C62) (Gs) C4) (es) (6,8)
RE 4 28,4, 5) 6 a
Y= smaiter tm both. (28/4516)
GO Btnay = “otxed Y22).
P(xe4,Ve ajepltes Ve a
y
oy
ab ee
ip 08
rae
(1D Bey Cet, on) = O(xe 1d Ve2-7)
=P. (eet ye 42)
=P (welyet) + PIL YE)
fee nik |
G
aie i
det ke Flo,a) = P(x$2, 423).
Mae os 2 P (xe h23.Y2h28 De :
ep tn ai VeS) + PCHEM Ye2d.4 Pl Ran YE 3)
; &D(xe2i¥eL) +e (xem, VED) + P(xeae¥e8)
sgh SOE OG aE we (h1) p22
Se POFOt ER HE
Onn {2
2 ie
Function sn
i Eye aptsale =f Lax kA aA
The | Mangina) cListnibulion, funckran of x
Comresboncting + the Joint obtatributron punt
Frey Guy) Te .clenoted - by Fx (0) aad alefined as
Ba ‘Mapgina) Distribibian
1
Fr(ot) =P (xe x)= Plreae, ye nas Leis £ (2, 0)
C VNA2* Cee)
Smilonty the meaginal - cat buhon fein chon
op Y comes boning ote the Jeind austrabution
Punchon fry (rug) ~ 48 clensted | by Py la); and.
defined os e
AF
wognapuli le) = PvE as Phen ei) 2b dy ina) tyler) |
Yq Weds
Fx (ae) = PCKE™ Yous) + P(e ee, y a
2 Plysx,yzyry
£x(®) = Z e(x eo, yey ) “ty Ee lx ) 4)
ye) * POE: Bei A porr of far adce ane throvon’
: * clenote “the “Aumber of the Prt
‘ one - dhe rrailet a the two
ns, Ft c f
$= P41) (22F4,8) BAC 8) Chg)
(21 02,2) (29) Cay C25) Cae)
(ei) (3,2) (8,3) (4,4) (85) (8,0)
cay ft) ds) (ea) 4s) ly 6); i
(5:4) (5,2) (3,9) (8,4) ts,i5). C56) /
(6) Tes) C63) Gis) (8) Fe 1]
joo al
G yen) + J
{ptyeiye et ’
pete
Pld MSS E HA bots
: ee 4) em BEA) RE reales Gye
v
bron sod > » Fon nando varakles, 2 Ey, With Jom) PDF. 724
Pay tous). the merged, Per, of 26-989, thet
CDEC) fn Cetrd) ole
Gd Fy ly) = Senay (2) aif
FF CONDITIONAL, PROBABILITY
let CEN) be o: lolhenape “E80 -cb mensional ;
Randern wonable Then -the,concibiaria) PRED by
mass Baga st eigen Vey, clensted! kg,
Paty, (etry). vais} ee oa”
Peiy (1g) =P (xex, yey). provided yes) #0
rs ie ~ Pl¥eg do Teeciesrom “oly (4
+o
i
Serilanty th pe canal tba pkobab bly mass
Pnctron sh Y icgrren Re 2. denoted. by,
Pr jx a) ov AA oea os
4
le (a) ‘Pbesniza) pnovioled Plx=x)# 6
HEey (Ol =2%) 4
other (we tes ese
——"We know tha,
re Pltly) = bens)
Gerilorty , TOD > Ry)
See 2 2x}§
et) (My) = Eloy gy “a Flales) = ea)
Ft) Eee >) qe FCO, fea. oe the joint probabs Uty cutribufron
Sf kde handam “wandable XK and Y/ oo
below.
NY 2 3 4 | Tiel
Tec ye agg ale (Lye
2 | Yee See Ya A736 | Wao
3 | Fae Yoo Yae Yee | Ys
e 4 | Yee MeN Vee OGRE a7 &|2 > AS BE
Lae = Festi, ee £ Bien 4s
Bod 0) The: rap ay ‘cbubiuki Coe
Yor onde.
Up Cons bar oo) chutrabch on of x ae the .
Value of Ved. andithod:: of ie the.
vgtus of x2 as : oo
oP Kot defined,
: Please) = Ste en y g)
2
t Pla tyey)
Vea )t O(wet,ye x)
phos
LEE 9 eles) a
a a a
le, | Hee
The marginal hatnasndbion f Yu defeat
a Plve eo Erte tay
Kh
; fy
Now,.2
Plved)e me be
P\¥=1) =p (xcs yet) ee lee sve Seek ay
24)
oe ele Bu, Ye: ») |
7 alee |
oD hay ol oe 2D Plysa)= ce
Derilon i
Pye e) ves
Plve9)= 2,
Ply =O)= a
1. The meer nal! dustarbdibion oP y! ) ct “The” Conchbonal probabiliby -fan® of
© Green the Value of Yet is ee i
follow AA
(POs yee ca
Plysa))
PORES) ples ve ey
Plea) "Ase
the ae) ‘diab # x
ME a 1
Fhe aa) Yu
i ately eva t
P (xe 21¥23) 2 Plas Wey
Plxs 2)
P(xe2 (V=4) wp ined yes) else.
Pleo} Ye 2) sPlKeo,Ye2) + Boe
Plx=2) °/as’ Red Ih
(ayege ol ee Ge
2 Plxea tyes) Ya. Aes, 03 vation
Quatin; for the ajern)
Plxe2[ve3) = Plea Ve8)
eS ere
Plas 2)
plrs2tyeu) = P(eemYew)
6. > plea), es
The cane RBI? sa pon laf ¥ oe
sé
dutnibupion of x and ¥ sind
O) pfeaayyeadery)s ef
(op (xe4) nd py Dat
WO plyes) ona
Ww) pres, ye 4)
ps
The margins) alulribub on ane gen Belo va
prranakee) jprobabury
(POE Me 826, Be Mos BU a8 of Pate)?
oO ' 6.0 he Fao ase al, Pge
z ? 3 ¥. te he { dip +5 Vs Ve er
= Yor ter Hea” Wes Op re a Btu,
Pils) | Seo See Meg Mowat ® p (Mer, 2)>
Ge Oy 4 32)
= Plxzo,Yr2)¢ PRET, e4)
oe ee Pe a
©: ctean
(RECT Ty
(P(xe Eo) (esd) 2
Di® weces,
Net, 3
a a y eu)
XE Oto aNS ta eae
+(e abl
32°32 by on)
BO an 4 Chanactewate funeti ee
rm the moment, GF Og. fonckon idoeanrt
erlsts then we use Be Sern d Oune fun,
aw: \
Ihe denoted by bal and dened au,
“Ox (t) = efet] : ben,
Ee aa expeclahon emake
tpl ¢ snaldad
foi. hare handem, Meee
Acantable. fi.
Bx W)=2_e™ ply) Se
e :
where p(x) the Priobas'»
bby mass function
boy gNy
a
. Pelt) = Jerid
I Crohera fer u tre.
probabroty tenstiby
Panchen
de Powel) = Pt lot) 45.04 is a eordle |
oe Pra ty) 5 eo be lee pir * loot?
49 (G8 WW) = eFea fh]
4 Pay (8) SOO BY) OUP none
independent rv“: oes
& (oe) =4 Property ft 2 ie ee ais m AE
iP ® Is & nanclom ETE andl,
SOs ot pg al coms tert, then.”
bar le) = Oe (at)
Proof :- EY ‘lef bon “op ¢ ce, We awe
Ox lt) (eA
Replace % by. “aN; a .
: ax le, : pe
2 & ade i
PET egy fet) =
ae ie) 2 oo Le On, oe
Probes 9 ios :
WP x 14 a nandborn aatvable ancl %? ta
a oe : ay
eb a eke lt) ERE yey py :
Phos Ry alefitihion of 6E Ld hewe’”
x lO = E (eit*') Seep
“@ebioee by Koo we get
Peal (0 ca e [etre]. 4
=€ fee a ahs a ce aealis a,h ee Pans
then oa saeltsle gy fay,
Proof t- By def oP: CE | we have,
PRONE ETE 5 2
Replace / Reb) Ke
an ces
“Property YU doo Pax, Y ane! iacclepehiotard
nandom vanidble 3 then\~‘)
ede Be DEOL WHbyey. dv(d Proof > a3 2
By defribion oP CE Se hace,
Ox ltd= € fetter)
Replace X by xey rwecgel oe
oe ERE [ett teen)
pe[emenys -% (i ¢
26 [et ett
2€ (et) oe S
oe EE)?
“oi oye
OeeGtd =O ly yl
tol = Poe X I @ random variable,
Hie ae: AS ;
F,
re
By lef. ae CE We have,
2 OE ele)
» Reploce bby 0.y ee 9
Opto) 2° € (elon
os Ele) J bple- 64) =4 1 Ole) 24 Qusstren. Be
The nandom Nowable x bh ‘the
PISA a Ai]
4, yet ph Pome, Re, 305)» Poe ag)=
i Cnla ures y=
0.5, Px(etz) #08 ,Defenmine the ae of x
4
Xb a cenenehe Raiden varable.
' Cleant
fon ta chee Cx" a
ce ns given by oe is
1 Pald= De pen) say
eles), pe) + “elt " pa)
OE (0.5) ¢" (0-s)
: sosfeM seth]
OS Baan leahics)
Pel A [acest ly.
Oy (t) = Cost:
#E Monkov Inequality b
Use 9 bit of infnmopon about a cvstnibu-
-Bo to learn Senay abouf pnobabitt fy
of *extnene evenly”? j
IP X20 and E(x) ts small then 4 “unbholy
to be vey large!’ Mankow Iqeduab by
12 x= 6 andaso then p(exa) ELI.
ooh oii \ 5 o
E [x= : ” )
5 Jfavode for fie (Oda
. fe cies at
> Jo Pretend = oP (x22)
‘ pa fake Sd
Neo, Pires [ore hgeely
OIE 3 teat
{
Plas
eS
4
Qussbrn oe ta -uArpSinn dey pe P(x28) £ Pliniag)
4
kn oh! at Chebyochens mneduatily.
Random vanable x with Pirtile nostance ¢%
nea) number KO,
then an eee a1
p(tx-ujeko) <4,
ke
ast pies? aren
By Monrkov inequobly iP Z 16 a Random variable,
end a6 3s a conslan} then | i
elzisae €]zl ee
=
take, 2 (eeu) od noe keg
All xu) = Ke) # “e(xult)
224. by of
for Confinuo us handamindaivable x
lef [be the. bnoba bibs ty oliatnibupion, funchon fa.
nondom variable Xy then 4) 1"!
of
2. Pe fics “£0 dex,
ce el [x- aa)”
ee 5 : 's 0,
= [taut Ploseoe + Pocalt £odde »
sfeulZRa: [xcAtl> koT 7
SS Placa? flenaee.
[x= Ske
> Ap Ko? Plat) dat
Tul 2 ko Ss
2AM MASA NAY AD AD AH AN AG 8 SSSA
Pippa
ae pease, oe
IX-a) >kor GE riage oe ?
de, P lie Sees weg Sn LO" paige
fon dischete Random near able x
Ser pers ys aes
Be be the amp rae handom waived le %, then
TSE (lx uly 3
TD le LIP (oe) RR a
3
22 DH HIEP CD + Stecurry “Pp (ae
IRM) So ker
so Lee urea ee
2 Deal? Piety ae 4 Pe c
ee
2255 Sete psy =
for “ul >Re
be aed
Ise eet
: tle., Pll wlan) = ioe
Chebyshev imequabhy & Bias’ called ARS Bie naxrke
~chabyshev Inequality ) guarantee that, Pon a.
wide
